Backtesting
A portfolio backtesting tool built on real crises.
Anyone can show you a backtest of the last bull market. MEDGE replays your exact allocation through COVID, Lehman, the taper tantrum and the 2022 rate shock — the windows where portfolios actually fail — and returns the full risk picture: CAGR, Sharpe, Sortino, max drawdown, CVaR and a base-100 equity curve.
How it works
1. Build
Paste tickers and weights, or start from 24 pre-built strategies. Long, short, multi-asset — no brokerage connection required.
2. Pick a window
A crisis preset (COVID, Lehman, taper tantrum, 2022) or any custom date range. The engine aligns every holding on the same trading days.
3. Read the risk
Equity curve, drawdown profile and the full metric table — plus a side-by-side against 12 standard portfolios on the identical window.
Try the crisis replay
Toggle period + strategy, see the curve redraw
The crisis-preset library
COVID Crash
Feb – Apr 2020The fastest 30% drawdown in history and the V-shaped rebound that punished panic sellers.
Lehman / GFC
2008 – 2009The systemic credit crisis. The stress test every 60/40 claim should survive.
Taper Tantrum
May – Sep 2013Rates repricing that hit bonds and EM at once — a correlation-breakdown case study.
2022 Rate Shock
Jan – Oct 2022Stocks AND bonds down double digits together. The year that broke naive diversification.
Custom windows work too — any start and end date, so you can test the exact regime you worry about.
Beyond history: Monte Carlo
History only ran once. MEDGE’s Monte Carlo engine simulates thousands of alternative paths with three methods — Bootstrap, Geometric Brownian Motion and t-copula — so you can see the probability fan around your plan, not just the single path that happened. Metrics like max drawdown and CVaR are computed across the whole distribution. The methodology is documented openly on the methodology page.
Frequently asked questions
- Is the backtesting tool free?
- Yes — the Free tier includes portfolio backtesting with core metrics and no time limit. Pro (€14.99/month, 7-day trial) unlocks the full crisis-preset library, Monte Carlo simulation modes and optimization on 12 objectives.
- Do I need to connect a brokerage account?
- No. You paste tickers and weights (or start from one of 24 pre-built strategy templates). MEDGE never asks for brokerage credentials — portfolio analysis should not require sharing account access with a third party.
- How far back does the price history go?
- Coverage varies by instrument; most large US and European ETFs and stocks have 10+ years of daily closes, enough to replay 2008. Each backtest reports exactly which tickers had data for the window you chose, so silently truncated histories can’t skew results unnoticed.
- What metrics does a backtest return?
- Period return, CAGR, volatility, Sharpe, Sortino, max drawdown, Calmar and CVaR, plus a base-100 equity curve and an underwater drawdown chart. Regime Summary, What-If and External Ticker Shock analyses go deeper on the Pro tier.
- Can I compare my portfolio against standard strategies?
- Yes — one click benchmarks your portfolio against 12 standard allocations (60/40, All Weather, Permanent Portfolio, Golden Butterfly, Three-Fund, Yale endowment and more) over the same window, with a metric-by-metric strengths and weaknesses table.
Related reading
Find out how your portfolio handles 2008.
Free tier, no brokerage connection, results in under a minute.
Start backtesting